Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49339.0 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45277.46 Kr¶

PnL: ---------------------------------------> 221.46 Kr¶

DD now: ---------------------------------> -7.118 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 11:13:19.701468'

Anic Portfolio¶

Today¶

Return: -0.763 %¶

This Week¶

Return: 0.073 %¶

Total portfolio value¶

Return including deposits: 61.523 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.260000 1663.380000 194.380000 13.230000 1468.999998
Orrön Energy 180 -0.200000 2197.800000 154.800000 7.580000 2043.000000
Atrium Ljungberg B 5 -0.550000 989.500000 54.500000 5.830000 935.000000
Platzer Fastigheter Holding B 12 -1.650000 1003.200000 42.200000 4.390000 960.999996
Hexatronic Group 12 0.460000 1006.320000 39.320000 4.070000 966.999996
Sedana Medical 93 -3.840000 2559.360000 38.360000 1.520000 2521.000011
Sagax B 4 -0.580000 892.000000 38.000000 4.450000 854.000000
Hoist Finance 35 -0.170000 1015.000000 35.000000 3.570000 980.000000
JM 6 -0.400000 898.800000 34.800000 4.030000 864.000000
Catena 2 -1.480000 826.400000 34.400000 4.340000 792.000000
Sagax A 4 -0.890000 888.000000 34.000000 3.980000 854.000000
OX2 13 1.910000 973.050000 23.050000 2.430000 949.999999
Bilia A 8 0.610000 921.600000 21.600000 2.400000 900.000000
HEXPOL B 9 1.140000 1039.500000 18.500000 1.810000 1020.999996
BioGaia B 8 -0.510000 945.600000 15.600000 1.680000 930.000000
Biotage 7 -0.150000 956.200000 15.200000 1.620000 940.999997
Gränges 9 -0.480000 937.800000 9.800000 1.060000 927.999999
Byggmax Group 33 -1.420000 959.640000 3.640000 0.380000 956.000001
AcadeMedia 8 -0.890000 402.800000 0.800000 0.200000 402.000000
ASSA ABLOY B 3 -0.580000 775.200000 -3.800000 -0.490000 779.000001
Clas Ohlson B 12 -1.650000 967.800000 -5.200000 -0.530000 972.999996
EQT 4 -1.390000 824.800000 -7.200000 -0.870000 832.000000
VEF 909 -3.900000 1834.360000 -15.640000 -0.850000 1850.000436
Nordic Waterproofing Holding 7 -0.440000 949.200000 -17.800000 -1.840000 966.999999
Alimak Group 11 -1.200000 907.500000 -20.500000 -2.210000 927.999996
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
SKF B 5 0.080000 919.000000 -21.000000 -2.230000 940.000000
Addnode Group B 11 -0.790000 894.850000 -26.150000 -2.840000 921.000003
Indutrade 5 -0.170000 1188.000000 -30.000000 -2.460000 1218.000000
Latour B 4 -0.490000 812.000000 -45.000000 -5.250000 857.000000
Vitec Software Group B 2 -1.790000 1040.000000 -47.000000 -4.320000 1087.000000
INVISIO 16 0.440000 3632.000000 -57.000000 -1.550000 3689.000000
Bufab 3 -1.030000 1039.800000 -69.200000 -6.240000 1109.000001
Hexagon B 26 -2.080000 3361.800000 -99.200000 -2.870000 3461.000010
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
TOTAL 45277.460000 221.460000 -7.11846% 45056.000411

Updated:¶

'2023-07-05 11:13:36.494236'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶